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主管：中国科学院
主办：中国优选法统筹法与经济数学研究会
中国科学院科技战略咨询研究院
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Chinese Journal of Management Science
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中文
“Walking-the-Dog”Effect under Order Liquidity in Futures and Spots Market——Based on High-Frequency Trading Data with Volume-Clock
LIU Rui-zhi, ZHOU Yong
Chinese Journal of Management Science . 2016, (
4
): 19 -26 . DOI: 10.16381/j.cnki.issn1003-207x.2016.04.003
